Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47774.04 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46379.08 Kr¶

PnL: ---------------------------------------> -509.49 Kr¶

DD now: ---------------------------------> -1.76 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 13:08:45.394646'

Anic Portfolio¶

Today¶

Return: -0.437 %¶

This Week¶

Return: -0.29 %¶

Total¶

Return: 56.4 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.300000 3166.800000 195.800000 6.590000 2971.000006
HEBA B 70 -1.970000 2782.500000 146.500000 5.560000 2636.000010
Corem Property Group B 59 -1.770000 621.860000 44.860000 7.770000 576.999999
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
AcadeMedia 12 -0.520000 599.280000 42.280000 7.590000 557.000004
HMS Networks 2 -0.390000 714.400000 41.400000 6.150000 673.000000
Resurs Holding 22 0.620000 607.420000 33.420000 5.820000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.320000 387.800000 32.800000 9.240000 355.000000
Boozt 12 -0.280000 1683.600000 29.600000 1.790000 1653.999996
FM Mattsson Mora Group B 50 -0.340000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 -0.220000 545.200000 18.200000 3.450000 527.000000
Swedbank A 3 2.220000 581.100000 17.100000 3.030000 564.000000
SAAB B 8 -0.310000 3392.800000 15.800000 0.470000 3377.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.700000 584.040000 14.040000 2.460000 570.000000
Coor Service Management Hold. 8 -0.320000 545.040000 13.040000 2.450000 532.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 -1.030000 539.000000 11.000000 2.080000 527.999997
Nordea Bank Abp 29 0.560000 3463.180000 9.180000 0.270000 3453.999992
Norva24 Group 16 -2.270000 552.000000 9.000000 1.660000 543.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.320000 547.750000 1.750000 0.320000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.680000 247.200000 1.200000 0.490000 246.000000
Creaspac SPAC 6 -0.310000 574.800000 -2.200000 -0.380000 577.000002
CTEK 13 -1.410000 529.100000 -4.900000 -0.920000 533.999999
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -0.990000 557.600000 -16.400000 -2.860000 574.000000
International Petroleum Corp. 5 -1.740000 565.000000 -29.570000 -4.970000 594.565215
Essity A 4 -1.410000 1116.000000 -33.000000 -2.870000 1149.000000
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 -1.040000 545.830000 -67.170000 -10.960000 612.999432
Axfood 13 -0.390000 3646.500000 -109.500000 -2.920000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.310000 1421.100000 -242.900000 -14.600000 1663.999992
Ovzon 52 -1.430000 2870.400000 -491.600000 -14.620000 3361.999992
TOTAL 46379.080000 -509.490000 -1.75993% 46888.564618

Updated:¶

'2023-01-24 13:08:58.081848'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶